An assessment of volatility transmission in the Jamaican financial system (Record no. 33515)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00602nam a2200133Ia 4500 |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 11.02.01 M742hu(2004) |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hurditt, Percival |
| 245 ## - TITLE STATEMENT | |
| Title | An assessment of volatility transmission in the Jamaican financial system |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | [Caribbean Centre for Money & Finance] |
| Place of publication, distribution, etc. | [St. Augustine]TT |
| Date of publication, distribution, etc. | 2004 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 29 p, |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Applies the GARCH-BEKK procedure to the returns from the Jamaican bond, foreign exchange and stock markets in order to estimate the magnitude of the common market and cross-market volatility transmission. |
| 583 ## - ACTION NOTE | |
| Time/date of action | 12/5/08 |
| Action agent | JOYD |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Monograph |
| Call number suffix | M742hu(2004) |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CARICOM Documentation Centre | CARICOM Documentation Centre | 08/05/2023 | 11.02.01 M742hu(2004) | 0000000027529 | 08/05/2023 | 08/05/2023 | Monograph |